How do you bake several materials onto one object in Cycles Render?
EVERY material (on the active object) needs an active texture. Note: it doesn't need to be connected to anything...just needs to be there with a valid image and be selected. That error report will tell you which material its missing from so you can quickly add it. It would be a good idea to hook a uv map node up to it if you have more than 1 uv map on the object.